+1,080.4%
STLD vs VCLT
+15.5%
+1,064.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.7% | +0.3% | +2.3% | +2.6% |
| 30D | -8.4% | -0.6% | -7.9% | -8.3% |
| 3M | -9.9% | -2.2% | -7.6% | -9.3% |
| 6M | +33.0% | -2.9% | +35.9% | +34.3% |
| YTD | +42.6% | -2.1% | +44.6% | +43.5% |
| 1Y | +80.8% | -2.6% | +83.3% | +82.2% |
| 3Y | +143.4% | +12.5% | +130.9% | +134.8% |
| 5Y | +293.4% | -15.3% | +308.7% | +298.0% |
| 10Y | +1,080.4% | +16.6% | +1,063.8% | +1,212.1% |
| All | +1,080.4% | +15.5% | +1,064.9% | +1,212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling